+3.6%
XLY vs BURL
-4.6%
+8.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +7.7% | -3.4% | +3.1% |
| 7D | +6.1% | +10.4% | -4.3% | +4.6% |
| 30D | +10.8% | -4.9% | +15.7% | +11.4% |
| 3M | +3.6% | -29.8% | +33.4% | +8.6% |
| 6M | +4.4% | -16.5% | +20.8% | +6.6% |
| YTD | +3.1% | -10.5% | +13.6% | +5.8% |
| 1Y | +3.6% | -5.3% | +8.9% | +6.4% |
| All | +3.6% | -4.6% | +8.1% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BURL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling